## # A tibble: 6,290 × 8
## symbol date open high low close volume adjusted
## <chr> <date> <dbl> <dbl> <dbl> <dbl> <dbl> <dbl>
## 1 MSFT 2012-01-03 26.5 27.0 26.4 26.8 64731500 21.2
## 2 MSFT 2012-01-04 26.8 27.5 26.8 27.4 80516100 21.7
## 3 MSFT 2012-01-05 27.4 27.7 27.3 27.7 56081400 21.9
## 4 MSFT 2012-01-06 27.5 28.2 27.5 28.1 99455500 22.2
## 5 MSFT 2012-01-09 28.0 28.1 27.7 27.7 59706800 21.9
## 6 MSFT 2012-01-10 27.9 28.1 27.8 27.8 60014400 22.0
## 7 MSFT 2012-01-11 27.4 28.0 27.4 27.7 65582400 21.9
## 8 MSFT 2012-01-12 27.9 28.0 27.6 28 49370800 22.1
## 9 MSFT 2012-01-13 27.9 28.2 27.8 28.2 60196100 22.3
## 10 MSFT 2012-01-17 28.4 28.6 28.2 28.3 72395300 22.3
## # ℹ 6,280 more rows
## $y
## [1] "Frequency"
##
## $x
## [1] "Rate of Returns"
##
## $title
## [1] "Distribution of Quarterly Returns, 2021-2016"
##
## $caption
## [1] "A typic monthly return is higher for MSFT and AAPL than for F, JPM, and SBUX"
##
## attr(,"class")
## [1] "labels"
SBUX has the highest potential returns with a wider range, especially in the positive area. AAPL and F have more moderate returns, mostly centered around zero. MSFT and JP* show a balanced distribution with some potential for gains but not as high as SBUX.
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